sparsenet (1.3)

Fit Sparse Linear Regression Models via Nonconvex Optimization.

Efficient procedure for fitting regularization paths between L1 and L0, using the MC+ penalty of Zhang, C.H. (2010). Implements the methodology described in Mazumder, Friedman and Hastie (2011) . Sparsenet computes the regularization surface over both the family parameter and the tuning parameter by coordinate descent.

Maintainer: Trevor Hastie
Author(s): Rahul Mazumder [aut, cre], Trevor Hastie [aut, cre], Jerome Friedman [aut, cre]

License: GPL-2

Uses: glmnet, Matrix, shape

Released 9 months ago.